SYNOPSIS
 SUBROUTINE DSPGVD(
 ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
 CHARACTER JOBZ, UPLO
 INTEGER INFO, ITYPE, LDZ, LIWORK, LWORK, N
 INTEGER IWORK( * )
 DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ), Z( LDZ, * )
PURPOSE
DSPGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetricdefinite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric, stored in packed format, and B is also positive definite.If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C90, or Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
ARGUMENTS
 ITYPE (input) INTEGER

Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x  JOBZ (input) CHARACTER*1

= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.  UPLO (input) CHARACTER*1

= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.  N (input) INTEGER
 The order of the matrices A and B. N >= 0.
 AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
 On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The jth column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j1)*(2*nj)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed.
 BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
 On entry, the upper or lower triangle of the symmetric matrix B, packed columnwise in a linear array. The jth column of B is stored in the array BP as follows: if UPLO = 'U', BP(i + (j1)*j/2) = B(i,j) for 1<=i<=j; if UPLO = 'L', BP(i + (j1)*(2*nj)/2) = B(i,j) for j<=i<=n. On exit, the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T, in the same storage format as B.
 W (output) DOUBLE PRECISION array, dimension (N)
 If INFO = 0, the eigenvalues in ascending order.
 Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
 If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then Z is not referenced.
 LDZ (input) INTEGER
 The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the required LWORK.
 LWORK (input) INTEGER
 The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = 1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.
 IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
 On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
 LIWORK (input) INTEGER
 The dimension of the array IWORK. If JOBZ = 'N' or N <= 1, LIWORK >= 1. If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. If LIWORK = 1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = i, the ith argument had an illegal value
> 0: DPPTRF or DSPEVD returned an error code:
<= N: if INFO = i, DSPEVD failed to converge; i offdiagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
FURTHER DETAILS
Based on contributions byMark Fahey, Department of Mathematics, Univ. of Kentucky, USA